CMCSA vs. USD
CMCSA (Comcast Corporation) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, CMCSA returned 0.72%/yr vs 62.16%/yr for USD. At a 0.41 correlation, their price movements are largely independent.
Performance
CMCSA vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, CMCSA achieves a -9.07% return, which is significantly lower than USD's 114.00% return. Over the past 10 years, CMCSA has underperformed USD with an annualized return of 0.72%, while USD has yielded a comparatively higher 62.16% annualized return.
CMCSA
- 1D
- -5.35%
- 1M
- -13.11%
- YTD
- -9.07%
- 6M
- -0.92%
- 1Y
- -20.03%
- 3Y*
- -9.09%
- 5Y*
- -11.49%
- 10Y*
- 0.72%
USD
- 1D
- -1.14%
- 1M
- 44.53%
- YTD
- 114.00%
- 6M
- 111.06%
- 1Y
- 274.62%
- 3Y*
- 127.67%
- 5Y*
- 69.52%
- 10Y*
- 62.16%
CMCSA vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | -9.07% | -17.35% | -11.84% | 29.08% | -28.68% | -2.22% | 19.13% | 34.04% | -12.71% | 17.45% |
USD ProShares Ultra Semiconductors | 114.00% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between CMCSA and USD is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2007 | 0.41 |
The correlation between CMCSA and USD shifts across timeframes, from -0.19 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CMCSA vs. USD — Risk / Return Rank
CMCSA
USD
CMCSA vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comcast Corporation (CMCSA) and ProShares Ultra Semiconductors (USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CMCSA | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.22 | ||
| Sortino ratioReturn per unit of downside risk | -4.62 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.51 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 8.70 | -9.45 |
| Martin ratioReturn relative to average drawdown | -1.46 | 25.16 | -26.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CMCSA | USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.69 | 4.53 | -5.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.43 | 0.91 | -1.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.90 | -0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.49 | -0.22 |
Drawdowns
CMCSA vs. USD - Drawdown Comparison
The maximum CMCSA drawdown since its inception was -67.89%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for CMCSA and USD.
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Drawdown Indicators
| CMCSA | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.89% | -88.63% | +20.74% |
Max Drawdown (1Y)Largest decline over 1 year | -26.74% | -31.80% | +5.06% |
Max Drawdown (3Y)Largest decline over 3 years | -39.87% | -64.46% | +24.59% |
Max Drawdown (5Y)Largest decline over 5 years | -52.11% | -77.85% | +25.74% |
Max Drawdown (10Y)Largest decline over 10 years | -52.11% | -77.85% | +25.74% |
Current DrawdownCurrent decline from peak | -50.07% | -1.14% | -48.93% |
Average DrawdownAverage peak-to-trough decline | -24.60% | -32.35% | +7.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.73% | 10.97% | +2.76% |
Volatility
CMCSA vs. USD - Volatility Comparison
The current volatility for Comcast Corporation (CMCSA) is 7.07%, while ProShares Ultra Semiconductors (USD) has a volatility of 20.36%. This indicates that CMCSA experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMCSA | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 20.36% | -13.29% |
Volatility (6M)Calculated over the trailing 6-month period | 25.07% | 46.39% | -21.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.29% | 61.22% | -31.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.94% | 76.55% | -49.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.48% | 69.23% | -42.75% |
Dividends
CMCSA vs. USD - Dividend Comparison
CMCSA's dividend yield for the trailing twelve months is around 12.34%, more than USD's 0.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | 12.34% | 4.35% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% |
USD ProShares Ultra Semiconductors | 0.21% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
CMCSA and USD have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (20.36%) compared to CMCSA (7.07%). In terms of maximum drawdown, CMCSA dropped -67.89% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (4.53 vs -0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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